| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Time in Market | 17.0% | 100.0% |
| Cumulative Return | 7.44% | 292.49% |
| Max Drawdown | -21.59% | -27.95% |
| Sharpe | 0.36 | 1.91 |
| Sortino | 0.55 | 3.06 |
| Payoff Ratio | 0.98 | 1.1 |
| Profit Factor | 1.14 | 1.32 |
| Common Sense Ratio | 1.18 | 1.57 |
| CPC Index | 0.59 | 0.77 |
| Tail Ratio | 1.03 | 1.19 |
| Outlier Win Ratio | 40.19 | 2.74 |
| Outlier Loss Ratio | 3.05 | 2.48 |
| Volatility (ann.) | 15.38% | 50.24% |
| R^2 | 0.1 | 0.1 |
| Calmar | 0.21 | 4.68 |
| Skew | 0.91 | 0.36 |
| Kurtosis | 21.99 | 1.67 |
| Expected Daily % | 0.01% | 0.23% |
| Expected Monthly % | 0.36% | 7.08% |
| Expected Yearly % | 2.42% | 57.74% |
| Kelly Criterion | 4.14% | 10.81% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -1.31% | -4.06% |
| Expected Shortfall (cVaR) | -1.31% | -4.06% |
| Year | 3923017:BTCUSD | 3923017:btcusd:double_slow_high_gx:kama190_80 | Multiplier | Won |
|---|---|---|---|---|
| 2023 | 52.13 | -1.10 | -0.02 | - |
| 2024 | 117.93 | 16.98 | 0.14 | - |
| 2025 | 18.38 | -7.13 | -0.39 | - |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| MTD | 7.91% | 15.52% |
| 3M | 0.72% | 13.51% |
| 6M | 0.8% | 11.68% |
| YTD | -7.13% | 18.38% |
| 1Y | 7.39% | 58.86% |
| 3Y (ann.) | 4.49% | 130.71% |
| 5Y (ann.) | 4.49% | 130.71% |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Max Drawdown | -21.59% | -27.95% |
| Longest DD Days | 173.0 | 237.0 |
| Avg. Drawdown | -4.99% | -5.33% |
| Avg. Drawdown Days | 61.0 | 21.0 |
| Recovery Factor | 0.34 | 10.46 |
| Ulcer Index | inf | inf |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2025-01-08 | 2025-05-28 | -21.59 | 140 |
| 2024-05-15 | 2024-09-19 | -6.37 | 127 |
| 2024-09-25 | 2024-10-25 | -4.76 | 30 |
| 2024-10-26 | 2024-11-28 | -4.62 | 33 |
| 2024-04-03 | 2024-04-05 | -2.45 | 2 |
| 2024-04-06 | 2024-05-14 | -1.79 | 38 |
| 2023-10-12 | 2024-04-02 | -1.24 | 173 |
| 2024-11-29 | 2024-11-30 | -1.20 | 1 |
| 2024-12-06 | 2024-12-07 | -0.87 | 1 |
| Metric | 3923017:btcusd:double_slow_high_gx:kama190_80 | 3923017:BTCUSD |
|---|---|---|
| Best Day | 5.97% | 11.25% |
| Worst Day | -5.36% | -7.85% |
| Best Week | 6.34% | 19.61% |
| Worst Week | -12.67% | -14.34% |
| Best Month | 7.91% | 43.01% |
| Worst Month | -9.45% | -19.77% |
| Best Year | 16.98% | 117.93% |
| Worst Year | -7.13% | 18.38% |
| Avg. Up Day | 1.51% | 1.9% |
| Avg. Down Day | -1.54% | -1.73% |
| Avg. Up Week | 2.93% | 4.21% |
| Avg. Down Week | -4.13% | -5.98% |
| Avg. Up Month | 4.37% | 17.31% |
| Avg. Down Month | -5.72% | -11.39% |
| Win Days % | 52.53% | 53.27% |
| Win Month % | 58.33% | 70.0% |
| Win Week % | 53.33% | 60.23% |
| Win Quarter % | 66.67% | 71.43% |
| Win Year % | 33.33% | 100.0% |